Pricing in incomplete markets with jumps and, in particular, when jumps are directed towards fundamental value of the stock; asymptotic methods for pricing Asian derivatives.
- University College London. PhD in Mathematics. Supervisor: Prof W. Shaw. 2011 - 2016.
- King's College London. MPhil/PhD in Applied Mathematics Reseach. Supervisor: Prof W. Shaw. 2008 - 2010.
- King's College London. MSc in Financial Mathematics. Supervisor: Dr A. Jack. 2005 - 2007.
- Moscow Institute of Physics and Technology. MSc in Microelectronics. Supervisor: Prof V. A. Kaloshin. 1988 - 1994.
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by a one-dimensionally periodic array of metal spirals. Tech. Physics Letters
(ISSN 1063-7850), v20, Issue11, p884, pdf version is available from the Ioffe Institute website.